Algorithm audits have increased in recent years due to a growing need to independently assess the performance of automatically curated services that process, filter and rank the large and dynamic amount of information available on the Internet. Among several methodologies to perform such audits, virtual agents stand out because they offer the ability to perform systematic experiments, simulating human behaviour without the associated costs of recruiting participants. Motivated by the importance of research transparency and replicability of results, this article focuses on the challenges of such an approach. It provides methodological details, recommendations, lessons learned and limitations based on our experience of setting up experiments for eight search engines (including main, news, image and video sections) with hundreds of virtual agents placed in different regions. We demonstrate the successful performance of our research infrastructure across multiple data collections, with diverse experimental designs, and point to different changes and strategies that improve the quality of the method. We conclude that virtual agents are a promising venue for monitoring the performance of algorithms across long periods of time, and we hope that this article can serve as a basis for further research in this area
